Any idea why there is no Remove button on my Battle Group Screen? Also, if I double click a unit to remove it from the active roster, nothing happens. I can hear a quiet beep but that's it. Any help would be appreciated.

In the original CC4 game you could not edit your battle group teams at all. So the "Classic CC4" version of WaR works the same way, by default. The button will not appear at all, since it will never be enabled in this case.

You can edit the file \CC4Classic\Data\Base\Campaign.txt and change this, if you wish. Look for a comment that says "Locked BGs" and change the number on the following line from "1" to a "0".